Resumen de Flexible estimation of the state dwell-time distribution in hidden semi-markov models
Jennifer Pohle, Timo Adam, Roland Langrock, Larissa Beumer
Hidden semi-Markov models (HSMMs) generalise hidden Markov models by explicitly modelling the time spent in a state, the so-called dwell-time distribution, using some distribution on the positive integers, e.g. the (shifted) Poisson or the negative binomial. In this paper, we propose a penalised maximum likelihood approach for tting HSMMs without the need to specify a distributional assumption for the state dwell times. The feasibility and potential usefulness of the approach is illustrated using muskox animal movement data.
